I think people should do the main objectives till they get their shieka slate upgrades available. If anything it just helps your exploration. Also at a certain point they just give you more ovjectives that further encourage random, wild exploration.
The issue for me was, basically, not knowing where the main quest objectives were. And when something catches your eye, like a shrine in the distance, it's hard not to head straight for it.
When I first got off of the plateau, I don't even remember what I did first. It was so long ago now. The Old Man told me to seek out Impa in Kakariko Village, but I was playing in Pro Mode and not looking at the quest map
at all. I knew I needed to hear towards Dueling Peaks, so I headed in that direction.
I spent, like, a whole day doing this. I picked apples and fought bokoblins and completed shrines. Eventually I was nowhere near where I was supposed to be. I was in the forest where Kass tells you to seek the forest dragon's splayed jaws. I had no idea why I was there, or what I should be doing there, and when I saw that quest as far through as I could, it told me to come back with Farosh's Scale. Whatever that is.
Reaching my first dead end, I warped back to Dueling Peaks and looked around. I noticed a stable I hadn't seen before. I completed the nearby shrine and headed along the road. How long had there been a road here? Finally I came to a sign pointing me towards Kakariko. I met Impa.
Then I spent eight more hours doing shrines and finding treasure chests. I'm walking along a river and an NPC shouts at me and tells me to go up-river. I oblige. I follow it all the way up to my first Divine Beast quest and realize I am DEEP in a section of the map I haven't even lit the tower for. I literally have no idea where I am, or how I got there, but now I'm completing major story elements. Meanwhile, I was supposed to go to another village and meet somebody who knew something about my Sheikah Slate. I still haven't done that.
I ended up warping back to Kakariko and "restarting" from there. I turned Pro Mode off and am trying to follow clear roads and quest markers. Pro Mode is a lot of fun when you want to get lost, but without the mini-map, lost is all I ever am.